LTC Properties (Germany) Market Value
| LTP Stock | EUR 33.54 0.22 0.65% |
| Symbol | LTC |
LTC Properties 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to LTC Properties' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of LTC Properties.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in LTC Properties on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding LTC Properties or generate 0.0% return on investment in LTC Properties over 30 days. LTC Properties is related to or competes with Welltower, Healthpeak Properties, Omega Healthcare, Medical Properties, Sabra Health, National Health, and LTC Properties. LTC is a real estate investment trust investing in seniors housing and health care properties primarily through sale-lea... More
LTC Properties Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure LTC Properties' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess LTC Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0456 | |||
| Maximum Drawdown | 8.08 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.31 |
LTC Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LTC Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LTC Properties' standard deviation. In reality, there are many statistical measures that can use LTC Properties historical prices to predict the future LTC Properties' volatility.| Risk Adjusted Performance | 0.0591 | |||
| Jensen Alpha | 0.0732 | |||
| Total Risk Alpha | 0.046 | |||
| Sortino Ratio | 0.0545 | |||
| Treynor Ratio | 0.1727 |
LTC Properties Backtested Returns
At this point, LTC Properties is very steady. LTC Properties retains Efficiency (Sharpe Ratio) of 0.0384, which conveys that the firm had a 0.0384% return per unit of return volatility over the last 3 months. We have found thirty technical indicators for LTC Properties, which you can use to evaluate the volatility of the firm. Please verify LTC Properties' Market Risk Adjusted Performance of 0.1827, downside deviation of 1.13, and Mean Deviation of 1.03 to check out if the risk estimate we provide is consistent with the expected return of 0.0516%. LTC Properties has a performance score of 3 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.49, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, LTC Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding LTC Properties is expected to be smaller as well. LTC Properties currently owns a risk of 1.34%. Please verify LTC Properties total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to decide if LTC Properties will be following its current price history.
Auto-correlation | 0.94 |
Excellent predictability
LTC Properties has excellent predictability. Overlapping area represents the amount of predictability between LTC Properties time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LTC Properties price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current LTC Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
LTC Properties lagged returns against current returns
Autocorrelation, which is LTC Properties stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting LTC Properties' stock expected returns. We can calculate the autocorrelation of LTC Properties returns to help us make a trade decision. For example, suppose you find that LTC Properties has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
LTC Properties regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If LTC Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LTC Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in LTC Properties stock over time.
Current vs Lagged Prices |
| Timeline |
LTC Properties Lagged Returns
When evaluating LTC Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LTC Properties stock have on its future price. LTC Properties autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, LTC Properties autocorrelation shows the relationship between LTC Properties stock current value and its past values and can show if there is a momentum factor associated with investing in LTC Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in LTC Stock
When determining whether LTC Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of LTC Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ltc Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ltc Properties Stock:Check out LTC Properties Correlation, LTC Properties Volatility and LTC Properties Alpha and Beta module to complement your research on LTC Properties. For more detail on how to invest in LTC Stock please use our How to Invest in LTC Properties guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
LTC Properties technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.